+1,278.8%
ROP vs XHB
+175.2%
+1,103.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.9% |
| 7D | +0.2% | +1.2% | -1.0% | -0.5% |
| 30D | +30.3% | +8.9% | +21.5% | +24.9% |
| 3M | +17.8% | -4.2% | +21.9% | +19.9% |
| 6M | +38.9% | +1.4% | +37.5% | +36.3% |
| YTD | +7.6% | +1.2% | +6.4% | +4.4% |
| 1Y | +6.5% | -1.3% | +7.8% | +4.4% |
| 3Y | -6.3% | +36.6% | -42.8% | -24.9% |
| 5Y | +0.9% | +34.3% | -33.3% | -20.6% |
| 10Y | +180.7% | +241.1% | -60.3% | +29.5% |
| All | +1,278.8% | +175.2% | +1,103.6% | +404.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling